+403.3%
ZS vs ECL
+117.8%
+285.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -3.8% | -2.7% | -1.1% | -2.8% |
| 30D | -6.0% | -4.3% | -1.7% | -4.4% |
| 3M | +32.0% | +3.2% | +28.8% | +29.8% |
| 6M | +2.1% | -2.9% | +5.0% | +1.7% |
| YTD | -26.2% | +4.3% | -30.4% | -29.3% |
| 1Y | -41.2% | +1.6% | -42.8% | -43.1% |
| 3Y | +3.3% | +54.3% | -50.9% | -19.0% |
| 5Y | -40.7% | +26.5% | -67.2% | -52.1% |
| All | +403.3% | +117.8% | +285.5% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling